Abstract
By adding a scalar parameter to the classical Lyapunov matrix inequality, the underlying structure turns to be richer: Partial order of stability sets is introduced. This is then used to improve estimates of trajectories associated with differential inclusions. Technically, the spectrum of all matrices, satisfying a given Lyapunov inequality, lies within a special disk in the right-half plane: Under inversion such a disk is mapped onto itself. As a by-product, it is shown that these disks are a natural tool to understanding the Matrix-Sign-Function iteration scheme, used in matrix computations. Hyper-Lyapunov inclusions are formulated through Matrix-Quadratic-Form Inequalities and so are the analogous Hyper-Stein sets of matrices whose spectrum lies within sub-unit disks.
| Original language | English |
|---|---|
| Pages (from-to) | 414-440 |
| Number of pages | 27 |
| Journal | Linear Algebra and Its Applications |
| Volume | 694 |
| DOIs | |
| State | Published - 1 Aug 2024 |
Keywords
- Differential inclusion
- Invertible disks
- Lyapunov inclusion
- Matrix Quadratic Form
- Matrix Sign Function
- Matrix-convex invertible set
- Matrix-convex sets
ASJC Scopus subject areas
- Algebra and Number Theory
- Numerical Analysis
- Geometry and Topology
- Discrete Mathematics and Combinatorics
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